Related papers: Enumerating contingency tables via random permanen…

Bond rating Transition Probability Matrices (TPMs) are built over a one-year time-frame and for many practical purposes, like the assessment of risk in portfolios or the computation of banking Capital Requirements (e.g. the new IFRS 9…

Let $G$ be a connected graph on $n$ vertices with adjacency matrix $A_G$. Associated to $G$ is a polynomial $d_G(x_1,\dots, x_n)$ of degree $n$ in $n$ variables, obtained as the determinant of the matrix $M_G(x_1,\dots,x_n)$, where…

We prove that for any $\lambda > 1$, fixed in advance, the permanent of an $n \times n$ complex matrix, where the absolute value of each diagonal entry is at least $\lambda$ times bigger than the sum of the absolute values of all other…

Let $\mathcal{L}$ be a language that can be decided in linear space and let $\epsilon >0$ be any constant. Let $\mathcal{A}$ be the exponential hardness assumption that for every $n$, membership in $\mathcal{L}$ for inputs of length~$n$…

Let us consider a parametric weighted directed graph in which every arc $(j,i)$ has weight of the form $w((j,i))=\max(P_{ij}+\lambda,I_{ij}-\lambda,C_{ij})$, where $\lambda$ is a real parameter and $P$, $I$ and $C$ are arbitrary square…

In this thesis, a new class of algorithms based on Sums of Squares Programming is developed. These allow to reduce a degree-$d$ homogeneous polynomial $T = \sum_{i = 1}^m \langle a_i, X \rangle^d $ to a quadratic form being close to a…

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

We obtain sharp asymptotic estimates on the number of $n \times n$ contingency tables with two linear margins $Cn$ and $BCn$. The results imply a second order phase transition on the number of such contingency tables, with a critical value…

Tensor networks (TNs) enable compact representations of large tensors through shared parameters. Their use in probabilistic modeling is particularly appealing, as probabilistic tensor networks (PTNs) allow for tractable computation of…

Consider a planar graph $G=(V,E)$ with polynomially bounded edge weight function $w:E\to [0, poly(n)]$. The main results of this paper are NC algorithms for the following problems: - minimum weight perfect matching in $G$, - maximum…

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

Let $(a_n), (b_n)$ be linear recursive sequences of integers with characteristic polynomials $A(X),B(X)\in \mathbb{Z}[X]$ respectively. Assume that $A(X)$ has a dominating and simple real root $\alpha$, while $B(X)$ has a pair of conjugate…

A $c$-short program for a string $x$ is a description of $x$ of length at most $C(x) + c$, where $C(x)$ is the Kolmogorov complexity of $x$. We show that there exists a randomized algorithm that constructs a list of $n$ elements that…

The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…

This is a survey of the recent progress and open questions on the structure of the sets of 0-1 and non-negative integer matrices with prescribed row and column sums. We discuss cardinality estimates, the structure of a random matrix from…

We consider the universality for the trace invariants of $c_1 N \times \cdots \times c_D N$ tensors with i.i.d. complex random elements. In the case $c_1 = \cdots = c_D$, Gurau derived the universality in the limit $N \to \infty$ by…

The large degree asymptotics of the expected number of real zeros of a random trigonometric polynomial $$ T_n(x) = \sum_ {j=0} ^{n} a_j \cos (j x) + b_j \sin (j x), \ x \in (0,2\pi), $$ with i.i.d. real-valued standard Gaussian coefficients…

Estimating the expected value of an observable appearing in a non-equilibrium stochastic process usually involves sampling. If the observable's variance is high, many samples are required. In contrast, we show that performing the same task…

Given a finite irreducible Coxeter group $W$, a positive integer $d$, and types $T_1,T_2,...,T_d$ (in the sense of the classification of finite Coxeter groups), we compute the number of decompositions $c=\si_1\si_2 cdots\si_d$ of a Coxeter…

Constant workspace algorithms use a constant number of words in addition to the read-only input to the algorithm. In this paper, we devise algorithms to efficiently compute relative hulls in the plane using a constant workspace.…